+93.5%
ARES vs DLTR
+29.9%
+63.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -7.7% | -9.4% | +1.8% | -6.1% |
| 30D | -8.7% | -7.3% | -1.4% | -7.6% |
| 3M | +2.8% | +7.6% | -4.7% | +1.1% |
| 6M | +23.1% | +1.6% | +21.5% | +21.5% |
| YTD | -17.3% | -3.5% | -13.7% | -17.5% |
| 1Y | -24.3% | +20.0% | -44.3% | -27.8% |
| 3Y | +34.9% | +2.3% | +32.6% | +29.1% |
| 5Y | +93.5% | +31.5% | +61.9% | +87.5% |
| All | +93.5% | +29.9% | +63.6% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling